THE PRICING OF PREMIUM BONDS - REPLY

被引：0
|
作者：
LIVINGSTON, M
机构：
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1981年 / 16卷 / 03期
关键词：
D O I：
10.2307/2330248
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：403 / 406
页数：4
相关论文
共 50 条
  • [31] Analysis of risk premium determinants on cat bonds
    Ciumas, Cristina
    Coca, Ramona Alexandrina
    EMERGING MARKETS QUERIES IN FINANCE AND BUSINESS 2014, EMQFB 2014, 2015, 32 : 1487 - 1493
  • [32] Pricing bonds in the Australian market
    Bilson, Christopher M.
    Brailsford, Timothy J.
    Sullivan, Luke J.
    Treepongkaruna, Sirimon
    AUSTRALIAN JOURNAL OF MANAGEMENT, 2008, 33 (01) : 123 - 143
  • [33] Pricing and simulations of catastrophe bonds
    Nowak, Piotr
    Romaniuk, Maciej
    INSURANCE MATHEMATICS & ECONOMICS, 2013, 52 (01): : 18 - 28
  • [34] A Pricing Measure to Explain the Risk Premium in Power Markets
    Benth, Fred Espen
    Ortiz-Latorre, Salvador
    SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2014, 5 (01): : 685 - 728
  • [35] Optimal Premium Pricing for a Heterogeneous Portfolio of Insurance Risks
    Pantelous, Athanasios A.
    Frangos, Nicholas E.
    Zimbidis, Alexandros A.
    JOURNAL OF PROBABILITY AND STATISTICS, 2009, 2009
  • [36] Factors Influencing Premium Pricing in e-Marketplaces
    Van der Linden, Michael
    Souza, Cesar Alexandre
    AMCIS 2018 PROCEEDINGS, 2018,
  • [37] Evaluating pricing strategies for premium delivery time windows
    Koehler, Charlotte
    Ehmke, Jan Fabian
    Campbell, Ann Melissa
    Cleophas, Catherine
    EURO JOURNAL ON TRANSPORTATION AND LOGISTICS, 2023, 12
  • [38] The equity premium in Brock's asset pricing model
    Akdeniz, Levent
    Dechert, W. Davis
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2007, 31 (07): : 2263 - 2292
  • [39] GARCH Option Pricing Models and the Variance Risk Premium
    Zhang, Wenjun
    Zhang, Jin E.
    JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2020, 13 (03)
  • [40] Pricing default risk premium through fear of ruin
    Luisa Tibiletti
    Atlantic Economic Journal, 2004, 32 (4) : 356 - 356
12345